Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.20% | 9.68 CHF | 9.70 CHF | 55'400 | 55'400 | 55'363 | 55'363 | 560'827 CHF | 561'932 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 10.26 CHF | 10.28 CHF | 56'400 | 56'400 | 56'252 | 56'252 | 603'055 CHF | 604'184 CHF | 99.99% | 99.99% |
14.05.2024 | 0.21% | 10.32 CHF | 10.34 CHF | 60'800 | 60'800 | 60'790 | 60'790 | 586'112 CHF | 587'328 CHF | 99.97% | 99.97% |
13.05.2024 | 0.23% | 8.74 CHF | 8.76 CHF | 64'800 | 64'800 | 64'800 | 64'800 | 560'360 CHF | 561'654 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 8.11 CHF | 8.13 CHF | 68'000 | 68'000 | 68'000 | 68'000 | 573'478 CHF | 574'838 CHF | 100.00% | 100.00% |
08.05.2024 | 0.27% | 7.43 CHF | 7.45 CHF | 67'000 | 67'000 | 66'990 | 66'990 | 498'118 CHF | 499'458 CHF | 99.29% | 99.29% |
07.05.2024 | 0.26% | 7.97 CHF | 7.99 CHF | 66'600 | 66'600 | 66'564 | 66'564 | 517'476 CHF | 518'808 CHF | 100.00% | 100.00% |
06.05.2024 | 0.25% | 7.96 CHF | 7.98 CHF | 69'100 | 69'100 | 69'100 | 69'100 | 552'375 CHF | 553'757 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 7.41 CHF | 7.43 CHF | 72'400 | 72'400 | 72'400 | 72'400 | 537'594 CHF | 539'042 CHF | 99.85% | 99.85% |
02.05.2024 | 0.27% | 7.16 CHF | 7.18 CHF | 69'500 | 69'500 | 69'500 | 69'500 | 511'852 CHF | 513'242 CHF | 99.97% | 99.97% |